+142.9%
HOOD vs ESTC
-40.6%
+183.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +4.0% |
| 7D | -3.2% | -2.6% | -0.6% | -1.8% |
| 30D | -22.6% | -8.6% | -14.0% | -19.2% |
| 3M | -10.4% | +14.4% | -24.7% | -18.1% |
| 6M | +4.7% | +73.3% | -68.6% | -22.6% |
| YTD | -25.2% | +15.7% | -41.0% | -33.8% |
| 1Y | -35.9% | -7.6% | -28.3% | -37.0% |
| 3Y | +927.7% | +14.6% | +913.1% | +698.9% |
| 5Y | +147.5% | -50.0% | +197.6% | +150.6% |
| All | +142.9% | -40.6% | +183.5% | +134.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ESTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling